On large deviations properties of sequential allocation problems

DOI10.1080/07362999608809423zbMATH Open0848.60035OpenAlexW1973827816MaRDI QIDQ4882948FDOQ4882948

Authors: Michael N. Katehakis, A. N. Burnetas 

Publication date: 21 October 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809423

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zbMATH Keywords

rate functionsmeasure of performanceadaptive allocation rule

Mathematics Subject Classification ID

Large deviations (60F10) Combinatorial probability (60C05)

Cites Work

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• Large deviations for a general class of random vectors

Cited In (6)

• Extrema of the Generalized Allocation Scheme Based on an $m$-Dependent Sequence
• Title not available (Why is that?)
• Asymptotically optimal multi-armed bandit policies under a cost constraint
• Normal bandits of unknown means and variances
• Large deviation asymptotics for statistical treatment rules
• Convergence Rates for the Optimal Values of Allocation Processes

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